Backtestable AI trading agents and Python algorithmic trading strategies for stocks, options, crypto, futures, forex, SEC filings, FRED macro data, and real brokers.

Python sync/async framework for Interactive Brokers API (replaces ib_insync)

Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.

Interactive Brokers TWS/IB Gateway API client library for Node.js (TS)

C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. libtorch/lstm/cuda demo. Support for Alpaca & Phemex. Notifications via Telegram.

National Stock Exchange (NSE), India based Stock screener program. Supports Live Data, Swing / Momentum Trading, Intraday Trading, Connect to online brokers as Zerodha Kite, Risk Management, Emotion Control, Screening, Strategies, Backtesting, Automatic Stock Downloading after closing, live free day trading data and much more

Java/MySQL real-time algorithmic trading using Interactive Brokers API

Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API

Interactive Brokers Fundamental data for humans

Designs event-driven systems with CloudEvents schemas, message brokers, idempotency keys, and dead-letter queues.